You don't really want to use sprites for everything... Sprites are best for images that are used on every single page on the entire site.
If you are having problems, you may want to find a new host with a faster upload speed - or be more patient.
Also, make sure there is nothing funny going on like cache is disabled so it re downloads all images each time.
If you are actually using large images and then shrinking them, you may want to adjust size first.
For example, if you have a 50px x 50px area and your image is 250px x 250px, then it is downloading the whole image and shrinking - it is going to waste, you should shrink the image first to the smaller size. Also look at using smaller image formats such as .JPG and .PNG to some extent.
... But your question is vague and I am not really understanding. If you have something specific you want to know, can you please rephrase the question.